+25.2%
CVNA vs WAT
+32.9%
-7.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +8.1% |
| 7D | +31.3% | -1.9% | +33.3% | +32.4% |
| 30D | +21.7% | +6.2% | +15.5% | +18.5% |
| 3M | +14.0% | +18.1% | -4.0% | +5.7% |
| 6M | +3.0% | +54.9% | -51.9% | -15.2% |
| YTD | -8.1% | +23.1% | -31.2% | -18.4% |
| 1Y | +25.2% | +27.3% | -2.1% | +8.9% |
| All | +25.2% | +32.9% | -7.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling